Infomedia (Australia) Market Value
| IFM Stock | 1.38 0.02 1.43% |
| Symbol | Infomedia |
Infomedia 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Infomedia's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Infomedia.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in Infomedia on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding Infomedia or generate 0.0% return on investment in Infomedia over 360 days. Infomedia is related to or competes with Audio Pixels, and Chalice Mining. Infomedia is entity of Australia. It is traded as Stock on AU exchange. More
Infomedia Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Infomedia's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Infomedia upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 15.72 | |||
| Value At Risk | (4.46) | |||
| Potential Upside | 4.67 |
Infomedia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Infomedia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Infomedia's standard deviation. In reality, there are many statistical measures that can use Infomedia historical prices to predict the future Infomedia's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.44) | |||
| Total Risk Alpha | (0.80) | |||
| Treynor Ratio | (0.41) |
Infomedia Backtested Returns
Infomedia holds Efficiency (Sharpe) Ratio of -0.12, which attests that the entity had a -0.12% return per unit of risk over the last 3 months. Infomedia exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Infomedia's Market Risk Adjusted Performance of (0.40), risk adjusted performance of (0.08), and Standard Deviation of 2.78 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.83, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Infomedia's returns are expected to increase less than the market. However, during the bear market, the loss of holding Infomedia is expected to be smaller as well. At this point, Infomedia has a negative expected return of -0.33%. Please make sure to check out Infomedia's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Infomedia performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.08 |
Very weak reverse predictability
Infomedia has very weak reverse predictability. Overlapping area represents the amount of predictability between Infomedia time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Infomedia price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Infomedia price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Infomedia lagged returns against current returns
Autocorrelation, which is Infomedia stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Infomedia's stock expected returns. We can calculate the autocorrelation of Infomedia returns to help us make a trade decision. For example, suppose you find that Infomedia has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Infomedia regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Infomedia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Infomedia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Infomedia stock over time.
Current vs Lagged Prices |
| Timeline |
Infomedia Lagged Returns
When evaluating Infomedia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Infomedia stock have on its future price. Infomedia autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Infomedia autocorrelation shows the relationship between Infomedia stock current value and its past values and can show if there is a momentum factor associated with investing in Infomedia.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Infomedia Stock Analysis
When running Infomedia's price analysis, check to measure Infomedia's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Infomedia is operating at the current time. Most of Infomedia's value examination focuses on studying past and present price action to predict the probability of Infomedia's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Infomedia's price. Additionally, you may evaluate how the addition of Infomedia to your portfolios can decrease your overall portfolio volatility.